Hi there - I expect you remember the rhyme "Mary had a little lamb" and also remember that everywhere that Mary went the lamb was sure to go, even to school.
That is what happens with bottle fed lambs, especially ones on their own, also the more you walk around with it the harder you are going to find it when it has to go to the abattoir. Sheep are not always the brightest of creatures, but they do definitely have a personality, and if you are that much of a softie that you don't want to leave it in a pen I suspect it is going to live a long and happy life. At least it is a girl, so you will get some lambs.
If it happens another time the trick is to keep making sure it gets its mothers milk, or whatever mother you are intending to foist it on, and when it comes out the back end she will normally accept it. That is why young lambs feed with their bums towards mum's head, and why she will sniff their backsides to verify they are hers.
As an aside you sometimes get what are called super lambs, which grow extra quick, They are generally boys who have learnt to rush to any sheep calling out "tea time" and snatch a few mouthfuls before she realizes its not hers. They will generally feed from behind the sheep so she cant sniff their bums. Fascinating isn't it
I think there's not much point getting in the other sheep as sheep are much better outside eating grass. If another cade lamb comes along - then go for it, and as you say it will be company.
All the best
Sue